+75.6%
FCX vs PFGC
-8.5%
+84.1%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.2% |
| 7D | +3.1% | -3.7% | +6.8% | +4.1% |
| 30D | +8.1% | -16.0% | +24.1% | +12.8% |
| 3M | +18.9% | -4.1% | +23.1% | +18.5% |
| 6M | +26.6% | +8.7% | +17.9% | +19.9% |
| YTD | +51.2% | +6.4% | +44.8% | +45.9% |
| 1Y | +75.6% | -8.4% | +83.9% | +71.2% |
| All | +75.6% | -8.5% | +84.1% | +71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PFGC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling